What Is the Expected Return on a Portfolio That Is

question 369

Multiple Choice

What is the expected return on a portfolio that is equally-weighted amongst A, B, and the risk-free asset? The return on the risk-free asset is 4%.

• A) 8.9%
• B) 9.3%
• C) 10.1%
• D) 11.8%
• E) 13.8%

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